Nexø Museum in the harbour area is housed in a historic sandstone building from 1796 which was the town hall until 1856 when it was replaced with a new building in Købmagergade.
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Nexø is home to Bornholm Butterfly Park where over a thousand brightly coloured butterflies fly around in a former hothouse.
On Tuesday 31 August 2010, the UC3 Nautilus pushed the launch platform Sputnik carrying the rocket and spacecraft from Copenhagen towards the launch area near Nexø, Bornholm.
During the summer (until 29 August) there is a connection by ship with Nexø on the Danish island of Bornholm.
The Martin-Andersen-Nexø-Gymnasium high school in Dresden was named after him.